-18.5%
AMRZ vs RRX
+23.7%
-42.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -3.3% |
| 7D | +1.2% | +7.5% | -6.3% | -1.3% |
| 30D | +15.1% | +3.0% | +12.1% | +13.4% |
| 3M | -18.1% | -5.3% | -12.7% | -17.3% |
| 6M | -23.5% | -26.6% | +3.2% | -17.9% |
| YTD | -21.6% | +21.2% | -42.8% | -30.6% |
| 1Y | -14.7% | +25.9% | -40.7% | -25.8% |
| All | -18.5% | +23.7% | -42.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling